-92.9%
SNAP vs AUR
-34.3%
-58.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -5.0% | +11.1% | -16.1% | -7.8% |
| 30D | -0.7% | -6.9% | +6.1% | +0.7% |
| 3M | -5.0% | +5.5% | -10.5% | -7.1% |
| 6M | +3.5% | +41.0% | -37.5% | -8.0% |
| YTD | -34.2% | +69.3% | -103.5% | -44.6% |
| 1Y | -27.1% | +14.0% | -41.1% | -32.2% |
| 3Y | -43.5% | +90.1% | -133.5% | -64.1% |
| 5Y | -92.9% | -34.4% | -58.5% | -95.6% |
| All | -92.9% | -34.3% | -58.6% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling